CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	0.8866	0.8963	0.0097	1.1%	0.8982
High	0.8967	0.9005	0.0038	0.4%	0.9053
Low	0.8849	0.8922	0.0073	0.8%	0.8787
Close	0.8957	0.8995	0.0038	0.4%	0.8957
Range	0.0118	0.0083	-0.0035	-29.7%	0.0266
ATR	0.0126	0.0123	-0.0003	-2.4%	0.0000
Volume	142,061	114,254	-27,807	-19.6%	574,236

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9223	0.9192	0.9041
R3	0.9140	0.9109	0.9018
R2	0.9057	0.9057	0.9010
R1	0.9026	0.9026	0.9003	0.9042
PP	0.8974	0.8974	0.8974	0.8982
S1	0.8943	0.8943	0.8987	0.8959
S2	0.8891	0.8891	0.8980
S3	0.8808	0.8860	0.8972
S4	0.8725	0.8777	0.8949

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9730	0.9610	0.9103
R3	0.9464	0.9344	0.9030
R2	0.9198	0.9198	0.9006
R1	0.9078	0.9078	0.8981	0.9005
PP	0.8932	0.8932	0.8932	0.8896
S1	0.8812	0.8812	0.8933	0.8739
S2	0.8666	0.8666	0.8908
S3	0.8400	0.8546	0.8884
S4	0.8134	0.8280	0.8811

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9053	0.8787	0.0266	3.0%	0.0129	1.4%	78%	False	False	116,326
10	0.9053	0.8787	0.0266	3.0%	0.0118	1.3%	78%	False	False	109,856
20	0.9053	0.8547	0.0506	5.6%	0.0127	1.4%	89%	False	False	117,674
40	0.9275	0.8547	0.0728	8.1%	0.0122	1.4%	62%	False	False	100,702
60	0.9275	0.8547	0.0728	8.1%	0.0124	1.4%	62%	False	False	79,214
80	0.9288	0.8547	0.0741	8.2%	0.0123	1.4%	60%	False	False	59,562
100	0.9288	0.8448	0.0840	9.3%	0.0119	1.3%	65%	False	False	47,672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9358
2.618	0.9222
1.618	0.9139
1.000	0.9088
0.618	0.9056
HIGH	0.9005
0.618	0.8973
0.500	0.8964
0.382	0.8954
LOW	0.8922
0.618	0.8871
1.000	0.8839
1.618	0.8788
2.618	0.8705
4.250	0.8569

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	0.8985	0.8962
PP	0.8974	0.8929
S1	0.8964	0.8896

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These figures are updated between 7pm and 10pm EST after a trading day.

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